| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-1996 |
17-Oct-1996 |
Change |
Change % |
Previous Week |
| Open |
6,004.78 |
6,020.81 |
16.03 |
0.3% |
5,992.86 |
| High |
6,056.21 |
6,101.31 |
45.10 |
0.7% |
6,032.36 |
| Low |
5,943.66 |
5,994.72 |
51.06 |
0.9% |
5,876.58 |
| Close |
6,020.81 |
6,059.20 |
38.39 |
0.6% |
5,969.38 |
| Range |
112.55 |
106.59 |
-5.96 |
-5.3% |
155.78 |
| ATR |
95.17 |
95.99 |
0.82 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,371.51 |
6,321.95 |
6,117.82 |
|
| R3 |
6,264.92 |
6,215.36 |
6,088.51 |
|
| R2 |
6,158.33 |
6,158.33 |
6,078.74 |
|
| R1 |
6,108.77 |
6,108.77 |
6,068.97 |
6,133.55 |
| PP |
6,051.74 |
6,051.74 |
6,051.74 |
6,064.14 |
| S1 |
6,002.18 |
6,002.18 |
6,049.43 |
6,026.96 |
| S2 |
5,945.15 |
5,945.15 |
6,039.66 |
|
| S3 |
5,838.56 |
5,895.59 |
6,029.89 |
|
| S4 |
5,731.97 |
5,789.00 |
6,000.58 |
|
|
| Weekly Pivots for week ending 11-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,426.78 |
6,353.86 |
6,055.06 |
|
| R3 |
6,271.00 |
6,198.08 |
6,012.22 |
|
| R2 |
6,115.22 |
6,115.22 |
5,997.94 |
|
| R1 |
6,042.30 |
6,042.30 |
5,983.66 |
6,000.87 |
| PP |
5,959.44 |
5,959.44 |
5,959.44 |
5,938.73 |
| S1 |
5,886.52 |
5,886.52 |
5,955.10 |
5,845.09 |
| S2 |
5,803.66 |
5,803.66 |
5,940.82 |
|
| S3 |
5,647.88 |
5,730.74 |
5,926.54 |
|
| S4 |
5,492.10 |
5,574.96 |
5,883.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,101.31 |
5,912.36 |
188.95 |
3.1% |
104.95 |
1.7% |
78% |
True |
False |
|
| 10 |
6,101.31 |
5,876.58 |
224.73 |
3.7% |
98.65 |
1.6% |
81% |
True |
False |
|
| 20 |
6,101.31 |
5,819.65 |
281.66 |
4.6% |
95.77 |
1.6% |
85% |
True |
False |
|
| 40 |
6,101.31 |
5,550.37 |
550.94 |
9.1% |
91.69 |
1.5% |
92% |
True |
False |
|
| 60 |
6,101.31 |
5,355.80 |
745.51 |
12.3% |
91.26 |
1.5% |
94% |
True |
False |
|
| 80 |
6,101.31 |
5,170.11 |
931.20 |
15.4% |
99.49 |
1.6% |
95% |
True |
False |
|
| 100 |
6,101.31 |
5,170.11 |
931.20 |
15.4% |
98.38 |
1.6% |
95% |
True |
False |
|
| 120 |
6,101.31 |
5,170.11 |
931.20 |
15.4% |
100.11 |
1.7% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,554.32 |
|
2.618 |
6,380.36 |
|
1.618 |
6,273.77 |
|
1.000 |
6,207.90 |
|
0.618 |
6,167.18 |
|
HIGH |
6,101.31 |
|
0.618 |
6,060.59 |
|
0.500 |
6,048.02 |
|
0.382 |
6,035.44 |
|
LOW |
5,994.72 |
|
0.618 |
5,928.85 |
|
1.000 |
5,888.13 |
|
1.618 |
5,822.26 |
|
2.618 |
5,715.67 |
|
4.250 |
5,541.71 |
|
|